+199.0%
VEA vs NCLH
-42.0%
+240.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.0% |
| 7D | -2.1% | -6.5% | +4.5% | -1.1% |
| 30D | -1.1% | -22.1% | +21.0% | +2.7% |
| 3M | +5.1% | -18.7% | +23.8% | +7.9% |
| 6M | +9.8% | -28.4% | +38.2% | +14.5% |
| YTD | +15.9% | -34.7% | +50.7% | +21.8% |
| 1Y | +24.6% | -42.7% | +67.3% | +32.9% |
| 3Y | +75.5% | -10.6% | +86.1% | +68.5% |
| 5Y | +59.4% | -40.7% | +100.1% | +54.6% |
| 10Y | +160.3% | -57.8% | +218.1% | +129.0% |
| All | +199.0% | -42.0% | +240.9% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling